+44.7%
XLU vs ACI
-41.4%
+86.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -1.2% | -7.1% | +5.9% | -0.4% |
| 30D | -2.5% | -4.5% | +1.9% | -2.1% |
| 3M | -2.7% | -22.3% | +19.5% | -0.3% |
| 6M | -7.5% | -28.4% | +21.0% | -4.2% |
| YTD | +0.9% | -29.5% | +30.4% | +4.5% |
| 1Y | +3.3% | -34.2% | +37.5% | +7.9% |
| 3Y | +47.3% | -45.7% | +93.0% | +57.7% |
| All | +44.7% | -41.4% | +86.1% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling